-22.8%
GOOGL vs ATI
+18.9%
-41.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.8% |
| 7D | +5.7% | +13.0% | -7.3% | +5.5% |
| 30D | -15.6% | +0.2% | -15.8% | -14.9% |
| 3M | -13.0% | -17.5% | +4.5% | -11.8% |
| 6M | -22.8% | +18.1% | -40.9% | -26.0% |
| All | -22.8% | +18.9% | -41.7% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling